Update: The reason I want to do this is so that I can move this symlink to another computer without having to copy the file itself (it's big), and instead, the other computer will just use the online copy from the URL.

URL's have little to do with HTTP (assuming that's what's implied). That's why it's explicitly http:// at the beginning. You need to be more specific. Wouldn't just mounting WebDAV do, using davfs, again assuming you're on Linux?
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Daniel Beck♦Apr 29 '11 at 20:26

What do you want to do? Should a browser open if you click it? Or why you need such a link?
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binfalseApr 29 '11 at 20:27

1

You still haven't told us the protocol this is about. It could as well be file://, indicating a path on the local file system, http://, https://, ftp://, svn://, etc.
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Daniel Beck♦Apr 29 '11 at 20:34

If you are using a GUI desktop in Linux, like Gnome or Unity, you can drag and drop a URL from Firefox and other browsers either onto the desktop or into a folder in the Nautilus file manager. This will create a .desktop file with several lines in it like this one:

It's not possible to link to a HTTP location. You might be able to mount the location of this file via WebDAV to your system and link to the local mount, but this only works if it's configured to get exported via WebDAV..
But if you want to read the file (I think you are trying to do so), you anyhow have to download the content (even if it would be possible to create such a link). So I recommend to simply download it.

As people have explained, although you can create a symlink that links to an URL, it does not accomplish much. UNIX is not smart enough to look at the link content, recognize it as an URL, and then do something appropriate to it.

Nevertheless, I occasionally do create symlinks to URLs. Mainly just as documentation - I am used to going to looking at ~/links/* when I forget where, on the filesystem, I have stored something. It's not much of a stretch to do the same thing for URLs. However, doing so tends to break consistency checks and other stuff that assumess or requires that symlinks point to valid filesystem locations.

Furthermore, I have made some of my own tools smart enough to recognize that, if they see a symlink where an URL is needed, that they should dereference the symlink and look at its contents. More and more of my tools treat URLs and paths in the filesystem as interchangeable. Assuming, of course, that the URL protocol has appropriate methods for reading and writing.